+42.6%
UNP vs GGLL
-11.6%
+54.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.7% |
| 7D | +3.6% | -23.1% | +26.7% | +3.3% |
| 30D | +11.4% | -32.9% | +44.2% | +11.0% |
| 3M | +4.6% | -44.9% | +49.5% | +4.2% |
| 6M | +18.3% | -49.5% | +67.8% | +18.7% |
| YTD | +35.4% | -28.9% | +64.3% | +33.4% |
| 1Y | +42.6% | -12.2% | +54.8% | +40.5% |
| All | +42.6% | -11.6% | +54.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling